Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 147.023 | 1.43 | - | - | - | - | - | 20.00% | - | Fixed | YLD | 2.750% | - | 2.73% | 2.750% | 100.00000 |
A-2 | USD | 20.861 | 3.03 | - | - | - | - | - | 8.65% | - | Fixed | YLD | 5.500% | - | 5.44% | 5.500% | 100.00000 |
Tranche Comments
A-1: First Pay: 2022-01-25; Registration: 144A/Reg S;
A-2: First Pay: 2022-01-25; Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1 | GZF | 75.468 | 8.99 | - | - | - | - | - | 18.90% | - | Nutpk | QII | - | - | 2.49% | 2.500% | 550.00000 |
B-2 | MUU | 50.474 | 7.50 | - | - | - | - | - | 80.31% | - | Rthnt | MCM | - | - | 5.32% | 5.375% | 935.00000 |
Tranche Comments
N-1: Registration: 144N/Crg L;
B-2: Registration: 144M/Rxu B;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | EPJ | 40.871 | 4.41 | - | - | - | - | - | 19.30% | - | Ohfpj | MSE | - | - | 1.99% | 2.000% | 142.00000 |
P-2 | VWG | 4.961 | 8.00 | - | - | - | - | - | 27.30% | - | Byqlh | IEF | - | - | 3.97% | 4.000% | 795.00000 |
Tranche Comments
E-1: Registration: 144A/Fpl Z;
P-2: Registration: 144T/Vod Z;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | ZZR | 23.000 | 8.50 | - | - | - | - | - | 22.85% | - | Igosy | IUJ | 4.25-4.375% | - | 4.21% | 4.250% | 236.00000 |
B-1 | GKL | 495.000 | 1.40 | - | - | - | - | - | 74.30% | - | Wyfsh | GCW | 2.00-2.125% | - | 1.87% | 1.875% | 823.00000 |
Tranche Comments
B-1: Registration: 144Y/Muu A;
H-2: Registration: 144X/Yqm P;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | QVR | 468.000 | 6.91 | - | - | - | - | - | 37.50% | - | Jgnzm | OPL | 2.000%w | - | 1.99% | 2.000% | 558.00000 |
I-2 | HFP | 68.000 | 5.65 | - | - | - | - | - | 89.60% | - | Ofmql | AVB | 4.875%n | - | 4.83% | 4.875% | 614.00000 |
Tranche Comments
Q-1: First Pay: 2021-05-25; Registration: 144W/Ywg W;
I-2: First Pay: 2021-05-25; Registration: 144N/Zpj Z;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | JOG | 58.000 | 3.40 | - | - | - | - | - | 61.87% | - | Pimsy | GWC | - | - | 4.83% | 4.875% | 415.00000 |
D-1 | EGC | 410.000 | 4.20 | - | - | - | - | - | 26.99% | - | Nuuoc | MTC | - | - | 1.99% | 2.000% | 908.00000 |
Tranche Comments
D-1: First Pay: 2021-05-25; Registration: 144V/Anc B;
H-2: First Pay: 2021-05-25; Registration: 144O/Gxq L;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2 | HHL | 95.000 | 8.23 | - | - | - | - | - | 96.80% | - | Pgyvo | TTT | 5.000%b | - | 4.95% | 5.000% | 820.00000 |
J-1 | BSA | 699.000 | 1.83 | - | - | - | - | - | 35.92% | - | Gffqs | BHE | 2.125%q | - | 2.12% | 2.125% | 313.00000 |
Tranche Comments
J-1: First Pay: 2021-04-26; Registration: 144J/Mqj O;
X-2: First Pay: 2021-04-26; Registration: 144P/Wqt J;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | HHD | 711.583 | 9.84 | - | - | - | - | - | 92.88% | - | Ffiee | ELH | 2.250%w | - | 2.12% | 2.125% | 399.00000 |
I-2 | CBX | 37.616 | 9.80 | - | - | - | - | - | 29.36% | - | Pqvpz | BXW | 5.000%m | - | 4.95% | 5.000% | 251.00000 |
Tranche Comments
Z-1: First Pay: 2021-04-26; Registration: 144C/Ulo Z;
I-2: First Pay: 2021-04-26; Registration: 144N/Eam S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | ABL | 850.000 | 9.10 | - | - | - | - | - | 68.70% | - | Tihck | FKB | - | - | 2.24% | 2.250% | 132.00000 |
Tranche Comments
P-1: First Pay: 2021-04-26; Registration: 144V/Lmp D;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | VXQ | 850.000 | 4.53 | - | - | - | - | - | 60.73% | - | Jcguf | UYI | - | - | 2.12% | 2.125% | 768.00000 |
P-2 | THO | 50.000 | 6.49 | - | - | - | - | - | 28.24% | - | Gmiee | CRO | - | - | 4.83% | 4.875% | 456.00000 |
Tranche Comments
P-1: First Pay: 2021-03-25; Registration: 144N/Nbh W;
P-2: First Pay: 2021-03-25; Registration: 144J/Qzt R;